Anic Equity¶

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Total return since start: 0.71 %¶

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Equity now: -----------------------------> 52243.94 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48082.41 Kr¶

PnL: ---------------------------------------> -844.09 Kr¶

DD now: ---------------------------------> -1.65 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 15:32:39.159108'

Anic Portfolio¶

Today¶

Return: -0.138 %¶

This Week¶

Return: -0.138 %¶

Total portfolio value¶

Return including deposits: 71.033 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 4.370000 2365.000000 176.000000 8.040000 2189.000000
Xvivo Perfusion 3 2.280000 876.000000 31.000000 3.670000 845.000001
SynAct Pharma 9 -0.930000 667.800000 22.800000 3.530000 645.000003
Eastnine 6 -1.740000 678.000000 21.000000 3.200000 657.000000
BHG Group 49 -5.410000 659.050000 20.050000 3.140000 638.999984
Svolder B 35 1.700000 2192.750000 19.250000 0.890000 2173.500000
Vitrolife 3 2.840000 694.800000 17.800000 2.630000 677.000001
Addtech B 3 1.880000 716.400000 16.400000 2.340000 699.999999
Biotage 4 0.130000 619.200000 16.200000 2.690000 603.000000
Addnode Group B 6 1.920000 763.800000 11.800000 1.570000 751.999998
Sdiptech B 3 0.430000 832.800000 10.800000 1.310000 822.000000
Nolato B 12 0.090000 658.800000 10.800000 1.670000 648.000000
Indutrade 5 1.410000 1329.000000 9.000000 0.680000 1320.000000
Latour B 2 1.790000 454.000000 5.000000 1.110000 449.000000
BONESUPPORT HOLDING 10 -0.410000 1228.000000 4.000000 0.330000 1224.000000
Embracer Group B 26 -1.220000 665.860000 3.860000 0.580000 661.999988
Fortnox 10 3.800000 671.600000 3.600000 0.540000 668.000000
NCC B 7 -0.690000 654.150000 0.150000 0.020000 653.999997
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 -0.480000 578.200000 -3.800000 -0.650000 581.999999
Sampo Oyj SDB 1 -0.200000 501.000000 -4.000000 -0.790000 505.000000
Volati 5 -4.220000 568.000000 -6.000000 -1.050000 574.000000
Lime Technologies 2 -1.180000 587.000000 -6.000000 -1.010000 593.000000
SCA A 4 0.000000 590.400000 -8.600000 -1.440000 599.000000
Investor B 3 0.510000 648.900000 -9.100000 -1.380000 657.999999
Humana 40 1.870000 655.200000 -18.800000 -2.790000 674.000000
Balco Group 39 -1.360000 1834.950000 -40.050000 -2.140000 1874.999997
Lundin Gold 7 1.690000 925.400000 -48.600000 -4.990000 973.999999
Creades A 7 1.680000 550.900000 -60.100000 -9.840000 610.999998
Ambea 68 0.660000 2475.200000 -61.800000 -2.440000 2537.000032
Investor A 16 0.320000 3467.200000 -77.800000 -2.190000 3545.000000
Sedana Medical 135 -4.020000 4252.500000 -78.500000 -1.810000 4330.999935
Gaming Innovation Group 161 1.000000 4081.350000 -106.650000 -2.550000 4187.999942
New Wave B 40 -0.700000 3792.000000 -124.000000 -3.170000 3916.000000
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.760000 2560.400000 -406.600000 -13.700000 2966.999993
TOTAL 48082.410000 -844.090000 -1.64986% 48926.499863

Updated:¶

'2023-06-13 15:32:55.046072'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶